Similar Search Results

The sum of all FEARS investor sentiment and asset prices

Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011289301

Can global bond fund managers generate alpha using currency volatility?

Konstantinov, Gueorgui - In: International journal of bonds and derivatives 1 (2014) 2, pp. 111-133

Persistent link: https://www.econbiz.de/10011312444

Investigating the factors affecting the performance of offshore high-yield bond funds

Ni, Yensen; Huang, Paoyu; Ku, Yaochia; Chen, Yuhsin - In: International journal of financial services management … 9 (2018) 3, pp. 242-254

Persistent link: https://www.econbiz.de/10011979969

The relation between bond fund investor flows and volatility

Lee, Joe-Ming; Chen, Ku-Hsieh; Wang, Jying-Nan - In: The Singapore economic review : journal of the Economic … 61 (2016) 5, pp. 1-13

Persistent link: https://www.econbiz.de/10011616916

The Sum of All FEARS : Investor Sentiment and Asset Prices

Da, Zhi - 2013

We use the daily internet search volume from millions of households to reveal market-level sentiment. By aggregating the volume of queries related to household concerns (e.g. "recession", "unemployment" and "bankruptcy"), we construct a Financial and Economic Attitudes Revealed by Search (FEARS)...

Persistent link: https://www.econbiz.de/10013095417

Impact of international volatility, the Euro, and derivatives on a small stock market

Sarrianidis, Nikolaos; Drimbetas, Evangelos; Konteos, George - In: International review of applied economic research 1 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003714654

The lead-lag relationship between cash and stock index futures in a new market

Kavussanos, Manolis G.; Visvikis, Ilias D.; Alexakis, … - In: European financial management : the journal of the … 14 (2008) 5, pp. 1007-1025

Persistent link: https://www.econbiz.de/10003774997

Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index

Stavroyiannis, S.; Makris, I.; Nikolaidis, V. - In: International review of financial analysis 19 (2010) 1, pp. 19-24

Persistent link: https://www.econbiz.de/10008668732

Dynamic volatility and external security related shocks : the case of the Athens stock exchange

Athanassiou, Emmanuel; Kollias, Chrēstos; Syriopoulos, … - In: Journal of international financial markets, … 16 (2006) 5, pp. 411-424

Persistent link: https://www.econbiz.de/10003392557

Option listing, returns and volatility : evidence from Greece

Filis, George; Floros, Christos; Eeckels, Bruno - In: Applied financial economics 21 (2011) 19/21, pp. 1423-1435

Persistent link: https://www.econbiz.de/10009356138

1
2
3
4
5
6
7
8
9
10
Next
Last